商业银行集团客户信贷风险管理研究
发布时间：2018-08-03 14:51
【摘要】：安全性、流动性和盈利性是商业银行的经营原则。在经济形势波动和变化的过程中，集团客户是信贷风险的高发区域，集团客户的信贷风险通常是经营风险、财务风险和关联交易风险交织于一体，具有隐蔽性、一体性和突发性的特点。商业银行如果不能从整体上有效加以控制，，将对银行信贷资产安全产生强大的破坏力。 本研究致力于探讨商业银行如何加强和完善集团客户信贷风险管理。首先，本文运用理论分析工具从集团客户的定义及其风险特征入手，逐步梳理商业银行集团客户信贷风险管理的基本框架；然后结合S银行集团客户信贷风险管理的现状分析存在的问题及其典型案例，指出S银行集团客户信贷管理方面存在风险识别、限额控制和信息不对称这三方面主要问题；最后，提出了改善S银行集团客户信贷风险管理的具体建议。 本研究在集团客户整体授信评级测算方面有所探索，另外，建议银行同业采取银团贷款或联合贷款等方式，实现集团客户授信总额联合管控。这些方面对于商业银行切实提高集团客户信贷风险管理水平，具有重要的借鉴和指导意义。
[Abstract]:Safety, liquidity and profitability are the business principles of commercial banks. In the process of fluctuation and change of economic situation, group customer is the high risk area of credit risk, the credit risk of group customer is usually management risk, financial risk and related party transaction risk are intertwined, and have concealment. The characteristics of unity and spontaneity. If commercial banks can not be effectively controlled, it will have a strong destructive effect on the security of bank credit assets. This study focuses on how to strengthen and improve the group customer credit risk management. First of all, this paper begins with the definition and risk characteristics of group customers by using theoretical analysis tools, and gradually combs the basic framework of credit risk management of group customers in commercial banks. Then combining with the current situation of S bank group customer credit risk management, this paper analyzes the existing problems and their typical cases, and points out that there are three main problems in S bank group customer credit management: risk identification, quota control and information asymmetry. Finally, the paper puts forward some concrete suggestions to improve the credit risk management of S bank group. In addition, it is suggested that the interbank should adopt syndicated loans or joint loans to realize the joint control of the total amount of group customers' credit. These aspects have important reference and guiding significance for commercial banks to improve the level of credit risk management of group customers.
【学位授予单位】：苏州大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33;F832.4
本文编号：2162090
[Abstract]:Safety, liquidity and profitability are the business principles of commercial banks. In the process of fluctuation and change of economic situation, group customer is the high risk area of credit risk, the credit risk of group customer is usually management risk, financial risk and related party transaction risk are intertwined, and have concealment. The characteristics of unity and spontaneity. If commercial banks can not be effectively controlled, it will have a strong destructive effect on the security of bank credit assets. This study focuses on how to strengthen and improve the group customer credit risk management. First of all, this paper begins with the definition and risk characteristics of group customers by using theoretical analysis tools, and gradually combs the basic framework of credit risk management of group customers in commercial banks. Then combining with the current situation of S bank group customer credit risk management, this paper analyzes the existing problems and their typical cases, and points out that there are three main problems in S bank group customer credit management: risk identification, quota control and information asymmetry. Finally, the paper puts forward some concrete suggestions to improve the credit risk management of S bank group. In addition, it is suggested that the interbank should adopt syndicated loans or joint loans to realize the joint control of the total amount of group customers' credit. These aspects have important reference and guiding significance for commercial banks to improve the level of credit risk management of group customers.
【学位授予单位】：苏州大学
【学位级别】：硕士
【学位授予年份】：2014
【分类号】：F832.33;F832.4
【参考文献】
相关期刊论文 前10条
1 刘肖原;贾涛;;商业银行集团客户的特征与信贷风险防范[J];北京工商大学学报(社会科学版);2007年03期
2 厚福申;;集团客户的风险防范与控制刻不容缓[J];银行家;2005年12期
3 郑冲;;国际银行信贷集中风险管理的经验与启示[J];银行家;2008年07期
4 陈伏豪;夏恒亮;;集团贷款风险与国外经验启示[J];财会通讯;2009年02期
5 刘定华;王雄英;;论银行对集团客户的信用风险及其管理制度建设[J];长沙理工大学学报(社会科学版);2009年02期
6 迟中辉;;浅议集团客户财务管理模式与商业银行信贷风险[J];大庆社会科学;2007年01期
7 黄世地;;论集团客户授信业务的风险管理[J];福建金融;2008年01期
8 陈四清,丁岩,陆猛;关联关系分析在银行授信管理中的应用[J];国际金融研究;2002年08期
9 姜庆东;;利用征信系统防范集团客户信贷风险的探讨[J];征信;2009年04期
10 李航,张华;商业银行集团客户授信业务风险分析[J];金融理论与实践;2005年02期
本文编号：2162090
本文链接：https://www.wllwen.com/jingjilunwen/guojijinrong/2162090.html
